It could have a lot to do with what part of the country your grandmother was from and her nationality. I live in Pittsburgh PA, and there are many different nationalities here, such as Polish, Slovak, Croation, Hungarian. Nut rolls are very common. They are sold in most grocery store bakeries, especially around the holidays and there's usually someone in every family who makes them. I have seen strudel in our local grocery store bakery, but it is packaged in such a way that it looks like it is baked somewhere else and brought in for sale. It is available all year round, whereas the nut roll is usually only available around the holidays, like Christmas and Easter. Besides being sold in stores, there are people who make them at home and advertise them for sale. The ones that are home-made are the most desired. Things go by different names in various parts of the country depending on what nationality of people settled in that area.
I could give you several recipes for nut roll, but it seems that you are looking to buy it already made. If you didn't see it for sale over the recent Christmas holiday, then it's probably not a popular item in your area.